Estimation in change-point hazard function models

In this paper, we consider hazard function models with a change-point allowing for random censoring when the base-line hazard function is unknown with some parameters. A non-parametric estimator of the change-point is proposed in the context of counting process. The estimators of change-point and other parameters are shown to be consistent.

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Year of publication:	2003
Authors:	Wu, C. Q. ; Zhao, L. C. ; Wu, Y. H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 1, p. 41-48
Publisher:	Elsevier
Keywords:	Change-point Hazard function Counting process Nelson-Aalen type estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254304